CME Canadian Dollar Future December 2022
Trading Metrics calculated at close of trading on 28-Jun-2022 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2022 |
28-Jun-2022 |
Change |
Change % |
Previous Week |
Open |
0.7752 |
0.7781 |
0.0029 |
0.4% |
0.7689 |
High |
0.7772 |
0.7802 |
0.0030 |
0.4% |
0.7760 |
Low |
0.7747 |
0.7762 |
0.0016 |
0.2% |
0.7685 |
Close |
0.7769 |
0.7773 |
0.0005 |
0.1% |
0.7742 |
Range |
0.0025 |
0.0040 |
0.0015 |
58.0% |
0.0075 |
ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
54 |
64 |
10 |
18.5% |
1,335 |
|
Daily Pivots for day following 28-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7897 |
0.7875 |
0.7795 |
|
R3 |
0.7858 |
0.7835 |
0.7784 |
|
R2 |
0.7818 |
0.7818 |
0.7780 |
|
R1 |
0.7796 |
0.7796 |
0.7777 |
0.7787 |
PP |
0.7779 |
0.7779 |
0.7779 |
0.7775 |
S1 |
0.7756 |
0.7756 |
0.7769 |
0.7748 |
S2 |
0.7739 |
0.7739 |
0.7766 |
|
S3 |
0.7700 |
0.7717 |
0.7762 |
|
S4 |
0.7660 |
0.7677 |
0.7751 |
|
|
Weekly Pivots for week ending 24-Jun-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7952 |
0.7922 |
0.7783 |
|
R3 |
0.7878 |
0.7847 |
0.7762 |
|
R2 |
0.7803 |
0.7803 |
0.7756 |
|
R1 |
0.7773 |
0.7773 |
0.7749 |
0.7788 |
PP |
0.7729 |
0.7729 |
0.7729 |
0.7737 |
S1 |
0.7698 |
0.7698 |
0.7735 |
0.7714 |
S2 |
0.7654 |
0.7654 |
0.7728 |
|
S3 |
0.7580 |
0.7624 |
0.7722 |
|
S4 |
0.7505 |
0.7549 |
0.7701 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7802 |
0.7691 |
0.0111 |
1.4% |
0.0040 |
0.5% |
74% |
True |
False |
213 |
10 |
0.7802 |
0.7650 |
0.0152 |
1.9% |
0.0050 |
0.6% |
81% |
True |
False |
211 |
20 |
0.7975 |
0.7650 |
0.0325 |
4.2% |
0.0046 |
0.6% |
38% |
False |
False |
361 |
40 |
0.7975 |
0.7644 |
0.0332 |
4.3% |
0.0044 |
0.6% |
39% |
False |
False |
265 |
60 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
32% |
False |
False |
207 |
80 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.6% |
32% |
False |
False |
185 |
100 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0043 |
0.5% |
32% |
False |
False |
168 |
120 |
0.8053 |
0.7644 |
0.0410 |
5.3% |
0.0041 |
0.5% |
32% |
False |
False |
148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7969 |
2.618 |
0.7905 |
1.618 |
0.7865 |
1.000 |
0.7841 |
0.618 |
0.7826 |
HIGH |
0.7802 |
0.618 |
0.7786 |
0.500 |
0.7782 |
0.382 |
0.7777 |
LOW |
0.7762 |
0.618 |
0.7738 |
1.000 |
0.7723 |
1.618 |
0.7698 |
2.618 |
0.7659 |
4.250 |
0.7594 |
|
|
Fisher Pivots for day following 28-Jun-2022 |
Pivot |
1 day |
3 day |
R1 |
0.7782 |
0.7765 |
PP |
0.7779 |
0.7757 |
S1 |
0.7776 |
0.7749 |
|